|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed May 20, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090520 |
1161.75 |
1189.50 |
1160.00 |
1169.00 |
+7.00 |
2,738 |
212,230 |
+197 |
| Aug09 |
090520 |
1120.00 |
1147.25 |
1118.75 |
1129.50 |
+9.50 |
839 |
18,953 |
+597 |
| Sep09 |
090520 |
1050.00 |
1075.75 |
1050.00 |
1063.50 |
+12.50 |
492 |
9,380 |
+338 |
| Nov09 |
090520 |
993.00 |
1022.50 |
993.00 |
1014.50 |
+18.50 |
1,516 |
133,810 |
+644 |
| Jan10 |
090520 |
999.50 |
1023.75 |
999.50 |
1017.00 |
+19.50 |
126 |
13,448 |
+396 |
| Mar10 |
090520 |
1000.00 |
1018.00 |
1000.00 |
1009.00 |
+16.00 |
105 |
6,070 |
+461 |
| May10 |
090520 |
982.00 |
1008.75 |
982.00 |
994.25 |
+8.75 |
70 |
4,730 |
+73 |
| Total Volume and Open Interest |
109,062 |
417,392 |
+2,797 |
| Soybean Meal(CBOT) |
| Jul09 |
090520 |
372.40 |
382.00 |
372.00 |
374.80 |
+0.80 |
3,626 |
82,508 |
-243 |
| Aug09 |
090520 |
355.80 |
364.00 |
355.80 |
358.00 |
+2.30 |
875 |
17,734 |
+1,068 |
| Sep09 |
090520 |
335.00 |
343.00 |
335.00 |
337.20 |
+2.90 |
743 |
10,109 |
+170 |
| Oct09 |
090520 |
311.20 |
317.90 |
311.20 |
313.70 |
+4.90 |
767 |
12,570 |
+195 |
| Dec09 |
090520 |
296.20 |
308.20 |
295.70 |
304.00 |
+5.20 |
1,931 |
31,119 |
+1,380 |
| Jan10 |
090520 |
300.50 |
302.30 |
298.40 |
299.00 |
+4.20 |
27 |
3,318 |
+29 |
| Mar10 |
090520 |
298.40 |
299.30 |
294.40 |
294.50 |
+3.30 |
70 |
3,338 |
+115 |
| May10 |
090520 |
286.30 |
292.00 |
286.30 |
287.00 |
+0.70 |
87 |
2,801 |
+89 |
| Total Volume and Open Interest |
39,052 |
165,731 |
+2,818 |
| Soybean Oil(CBOT) |
| Jul09 |
090520 |
38.28 |
38.96 |
38.17 |
38.37 |
+0.20 |
3,098 |
132,569 |
-195 |
| Aug09 |
090520 |
38.44 |
39.09 |
38.40 |
38.52 |
+0.19 |
314 |
20,670 |
-991 |
| Sep09 |
090520 |
38.66 |
39.25 |
38.55 |
38.66 |
+0.18 |
610 |
14,764 |
+402 |
| Oct09 |
090520 |
39.16 |
39.34 |
38.71 |
38.77 |
+0.19 |
338 |
8,729 |
+218 |
| Dec09 |
090520 |
38.94 |
39.61 |
38.90 |
39.05 |
+0.21 |
2,513 |
32,360 |
+974 |
| Jan10 |
090520 |
39.70 |
39.72 |
39.05 |
39.26 |
+0.21 |
18 |
2,366 |
-49 |
| Mar10 |
090520 |
40.00 |
40.00 |
39.31 |
39.50 |
+0.19 |
45 |
1,618 |
+37 |
| May10 |
090520 |
39.94 |
40.00 |
39.46 |
39.60 |
+0.14 |
63 |
1,864 |
+49 |
| Total Volume and Open Interest |
48,294 |
221,626 |
+452 |
| Canola(WCE) |
| May09 |
090520 |
451.5 |
451.5 |
451.5 |
451.5 |
-4.1 |
|
|
|
| Jul09 |
090520 |
477.8 |
484.1 |
471.6 |
479.7 |
-0.3 |
13,634 |
60,474 |
+60,474 |
| Nov09 |
090520 |
476.0 |
481.8 |
471.7 |
478.9 |
+1.6 |
8,080 |
47,541 |
+2,992 |
| Jan10 |
090520 |
483.9 |
485.9 |
482.0 |
483.1 |
+1.4 |
462 |
2,517 |
+189 |
| Mar10 |
090520 |
486.0 |
488.0 |
481.7 |
485.2 |
+1.4 |
72 |
1,105 |
+33 |
| Total Volume and Open Interest |
0 |
112,594 |
+637 |
| Corn(CBOT) |
| Jul09 |
090520 |
425.00 |
434.75 |
423.00 |
426.00 |
+0.25 |
5,222 |
362,229 |
-684 |
| Sep09 |
090520 |
434.75 |
444.00 |
432.75 |
435.50 |
+0.25 |
1,543 |
108,346 |
+4,168 |
| Dec09 |
090520 |
446.25 |
456.00 |
444.25 |
447.25 |
+0.25 |
5,994 |
280,139 |
+4,525 |
| Mar10 |
090520 |
455.75 |
465.50 |
454.75 |
457.25 |
+0.50 |
56 |
45,816 |
-562 |
| May10 |
090520 |
461.75 |
471.25 |
461.75 |
464.25 |
+0.75 |
116 |
8,226 |
+301 |
| Jul10 |
090520 |
469.00 |
477.75 |
468.50 |
470.75 |
+1.00 |
170 |
25,505 |
+260 |
| Total Volume and Open Interest |
228,670 |
876,362 |
+8,707 |
| Wheat(CBOT) |
| Jul09 |
090520 |
587.75 |
604.75 |
585.75 |
597.75 |
+9.00 |
1,384 |
169,683 |
+1,836 |
| Sep09 |
090520 |
612.00 |
630.50 |
612.00 |
623.75 |
+9.25 |
167 |
51,254 |
-671 |
| Dec09 |
090520 |
635.75 |
653.50 |
635.00 |
646.25 |
+9.00 |
941 |
61,052 |
+942 |
| Mar10 |
090520 |
665.00 |
668.50 |
652.50 |
662.00 |
+9.25 |
431 |
3,708 |
+260 |
| May10 |
090520 |
674.50 |
675.25 |
660.50 |
670.00 |
+9.50 |
57 |
844 |
+0 |
| Total Volume and Open Interest |
73,620 |
300,850 |
+2,508 |
| Wheat(KCBT) |
| Jul09 |
090520 |
640.50 |
659.00 |
640.00 |
650.00 |
+7.25 |
9,686 |
42,805 |
+669 |
| Sep09 |
090520 |
651.00 |
668.50 |
650.00 |
660.00 |
+7.25 |
1,108 |
9,897 |
-52 |
| Dec09 |
090520 |
666.00 |
682.75 |
666.00 |
673.75 |
+7.00 |
1,640 |
21,474 |
-362 |
| Mar10 |
090520 |
685.00 |
694.50 |
671.50 |
685.50 |
+6.50 |
77 |
943 |
+16 |
| May10 |
090520 |
685.25 |
695.50 |
685.25 |
688.50 |
+6.50 |
9 |
101 |
-3 |
| Total Volume and Open Interest |
12,663 |
78,024 |
+324 |
| Wheat(MGE) |
| May09 |
090514 |
698.00 |
698.00 |
698.00 |
698.00 |
unch |
0 |
2 |
+0 |
| Jul09 |
090520 |
712.00 |
726.50 |
711.00 |
725.50 |
+12.00 |
|
|
|
| Sep09 |
090520 |
709.00 |
724.00 |
709.00 |
722.00 |
+10.00 |
|
|
|
| Dec09 |
090520 |
715.00 |
730.75 |
715.00 |
729.00 |
+11.25 |
|
|
|
| Mar10 |
090520 |
723.50 |
739.00 |
723.50 |
736.25 |
+11.00 |
|
|
|
| Total Volume and Open Interest |
2,852 |
31,105 |
+324 |
| Oats(CBOT) |
| Jul09 |
090520 |
234.00 |
239.25 |
231.25 |
238.50 |
+4.50 |
14 |
6,983 |
-83 |
| Sep09 |
090520 |
247.00 |
247.00 |
242.50 |
247.00 |
+4.50 |
0 |
173 |
+3 |
| Dec09 |
090520 |
253.25 |
259.75 |
253.25 |
259.50 |
+4.50 |
3 |
5,841 |
+54 |
| Mar10 |
090520 |
269.75 |
273.50 |
269.00 |
273.50 |
+4.50 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
560 |
13,014 |
-26 |
| Rough Rice(CBOT) |
| May09 |
090514 |
11.94 |
11.94 |
11.90 |
11.90 |
-0.12 |
4 |
11 |
-9 |
| Jul09 |
090520 |
11.91 |
12.15 |
11.90 |
12.11 |
+0.17 |
1 |
3,806 |
+41 |
| Sep09 |
090520 |
12.04 |
12.21 |
12.04 |
12.18 |
+0.14 |
0 |
1,898 |
+3 |
| Nov09 |
090520 |
12.10 |
12.25 |
12.10 |
12.22 |
+0.11 |
0 |
1,622 |
+11 |
| Total Volume and Open Interest |
222 |
7,894 |
+55 |
| Live Cattle(CME) |
| Jun09 |
090520 |
81.650 |
82.300 |
81.400 |
82.230 |
+0.550 |
18,142 |
0 |
-47,966 |
| Aug09 |
090520 |
82.480 |
83.135 |
82.035 |
82.885 |
+0.250 |
12,406 |
0 |
-85,957 |
| Oct09 |
090520 |
88.550 |
89.080 |
88.200 |
88.500 |
-0.135 |
9,237 |
0 |
-47,290 |
| Dec09 |
090520 |
90.550 |
91.150 |
90.330 |
90.700 |
-0.050 |
2,640 |
0 |
-16,455 |
| Feb10 |
090520 |
92.200 |
92.600 |
91.850 |
92.150 |
-0.050 |
1,805 |
0 |
-7,504 |
| Apr10 |
090520 |
93.430 |
93.700 |
93.100 |
93.680 |
unch |
66 |
0 |
-2,218 |
| Total Volume and Open Interest |
28,730 |
206,579 |
-1,223 |
| Feeder Cattle(CME) |
| May09 |
090520 |
98.830 |
99.135 |
98.830 |
98.900 |
+0.050 |
493 |
0 |
-2,448 |
| Aug09 |
090520 |
101.250 |
101.900 |
100.600 |
101.700 |
+0.315 |
1,487 |
0 |
-13,852 |
| Sep09 |
090520 |
101.885 |
102.350 |
101.200 |
102.180 |
+0.330 |
198 |
0 |
-2,593 |
| Oct09 |
090520 |
101.900 |
102.400 |
101.200 |
102.300 |
+0.350 |
203 |
0 |
-2,666 |
| Nov09 |
090520 |
102.500 |
103.135 |
101.750 |
102.750 |
+0.350 |
63 |
0 |
-658 |
| Jan10 |
090520 |
101.285 |
101.300 |
100.900 |
101.000 |
-0.150 |
8 |
0 |
-74 |
| Mar10 |
090520 |
100.500 |
100.500 |
100.500 |
100.500 |
-0.150 |
3 |
0 |
-10 |
| Total Volume and Open Interest |
2,097 |
22,228 |
-74 |
| Lean Hogs(CME) |
| Jun09 |
090520 |
66.050 |
66.800 |
65.680 |
66.475 |
+0.225 |
7,356 |
0 |
-35,778 |
| Jul09 |
090520 |
67.900 |
68.500 |
67.500 |
68.450 |
+0.350 |
6,504 |
0 |
-42,448 |
| Aug09 |
090520 |
68.650 |
69.100 |
68.285 |
68.950 |
unch |
3,672 |
0 |
-30,887 |
| Oct09 |
090520 |
63.400 |
64.250 |
63.350 |
63.950 |
+0.665 |
1,907 |
0 |
-26,110 |
| Dec09 |
090520 |
64.000 |
64.900 |
63.600 |
64.850 |
+0.970 |
1,059 |
0 |
-6,969 |
| Feb10 |
090520 |
68.000 |
68.850 |
67.900 |
68.850 |
+0.750 |
140 |
0 |
-1,567 |
| Apr10 |
090520 |
71.750 |
72.100 |
71.430 |
72.100 |
+0.700 |
31 |
0 |
-764 |
| May10 |
090520 |
76.800 |
76.800 |
76.800 |
76.800 |
unch |
1 |
0 |
-59 |
| Total Volume and Open Interest |
33,388 |
145,399 |
+456 |
| Pork Bellies(CME) |
| May09 |
090520 |
70.700 |
70.700 |
70.700 |
70.700 |
unch |
|
|
|
| Jul09 |
090520 |
72.200 |
72.400 |
70.200 |
70.475 |
-1.725 |
46 |
0 |
-736 |
| Aug09 |
090520 |
73.000 |
73.300 |
70.500 |
71.000 |
-2.500 |
7 |
0 |
-117 |
| Feb10 |
090520 |
90.000 |
90.000 |
90.000 |
90.000 |
-0.100 |
|
|
|
| Mar10 |
090520 |
90.500 |
90.500 |
90.500 |
90.500 |
-0.100 |
|
|
|
| Total Volume and Open Interest |
127 |
886 |
+19 |
| Class III Milk(CME) |
| May09 |
090520 |
9.85 |
9.87 |
9.82 |
9.82 |
unch |
12 |
0 |
-4,809 |
| Jun09 |
090520 |
10.44 |
10.44 |
10.12 |
10.13 |
-0.18 |
58 |
0 |
-5,090 |
| Jul09 |
090520 |
11.53 |
11.58 |
11.26 |
11.28 |
-0.18 |
470 |
0 |
-3,510 |
| Aug09 |
090520 |
13.00 |
13.06 |
12.75 |
12.75 |
-0.17 |
273 |
0 |
-3,172 |
| Sep09 |
090520 |
14.08 |
14.18 |
13.90 |
13.90 |
-0.09 |
153 |
0 |
-2,798 |
| Total Volume and Open Interest |
1,100 |
28,804 |
+128 |
| Cocoa(ICE) |
| Jul09 |
090520 |
2323 |
2377 |
2292 |
2361 |
+48 |
5,047 |
47,886 |
-706 |
| Sep09 |
090520 |
2349 |
2406 |
2330 |
2389 |
+47 |
1,434 |
29,482 |
+341 |
| Dec09 |
090520 |
2362 |
2421 |
2360 |
2413 |
+46 |
568 |
19,566 |
+90 |
| Mar10 |
090520 |
2385 |
2432 |
2381 |
2428 |
+45 |
339 |
11,331 |
+216 |
| May10 |
090520 |
2397 |
2437 |
2397 |
2434 |
+44 |
47 |
2,439 |
+37 |
| Jul10 |
090520 |
2448 |
2448 |
2448 |
2448 |
+41 |
10 |
2,830 |
+0 |
| Sep10 |
090520 |
2453 |
2453 |
2453 |
2453 |
+42 |
0 |
1,876 |
+0 |
| Total Volume and Open Interest |
6,760 |
119,021 |
-72 |
| Coffee "C"(ICE) |
| May09 |
090518 |
127.15 |
129.40 |
127.15 |
129.40 |
+1.85 |
35 |
52 |
-25 |
| Jul09 |
090520 |
131.85 |
134.60 |
130.75 |
133.30 |
+1.00 |
5,316 |
68,745 |
+204 |
| Sep09 |
090520 |
134.15 |
136.35 |
132.60 |
135.10 |
+0.95 |
1,654 |
29,849 |
+211 |
| Dec09 |
090520 |
135.85 |
138.50 |
134.80 |
136.95 |
+0.60 |
1,225 |
19,670 |
+3 |
| Mar10 |
090520 |
137.80 |
140.85 |
137.80 |
139.40 |
+0.60 |
338 |
11,262 |
+216 |
| May10 |
090520 |
140.00 |
142.35 |
140.00 |
141.20 |
+0.65 |
84 |
3,425 |
+66 |
| Total Volume and Open Interest |
7,739 |
135,695 |
+657 |
| Orange Juice(ICE) |
| Jul09 |
090520 |
91.00 |
92.50 |
89.45 |
90.60 |
-0.60 |
796 |
22,257 |
-2 |
| Sep09 |
090520 |
94.15 |
94.85 |
92.80 |
93.60 |
-0.45 |
102 |
4,072 |
+8 |
| Nov09 |
090520 |
97.45 |
97.45 |
95.25 |
96.75 |
-0.50 |
11 |
3,062 |
-4 |
| Jan10 |
090520 |
99.00 |
100.05 |
99.00 |
100.05 |
-0.25 |
0 |
200 |
+1 |
| Mar10 |
090520 |
103.70 |
103.70 |
103.70 |
103.70 |
-0.25 |
0 |
97 |
+0 |
| May10 |
090520 |
106.45 |
106.45 |
106.45 |
106.45 |
-0.25 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
880 |
29,919 |
+3 |
| Sugar #11(ICE) |
| Jul09 |
090520 |
15.55 |
15.67 |
15.17 |
15.38 |
-0.25 |
50,351 |
326,945 |
-313 |
| Oct09 |
090520 |
16.50 |
16.60 |
16.14 |
16.32 |
-0.21 |
21,160 |
159,438 |
+1,750 |
| Mar10 |
090520 |
17.20 |
17.30 |
16.93 |
17.10 |
-0.18 |
13,494 |
99,391 |
+2,272 |
| May10 |
090520 |
16.85 |
17.00 |
16.66 |
16.81 |
-0.15 |
2,057 |
23,263 |
+7 |
| Jul10 |
090520 |
16.42 |
16.59 |
16.25 |
16.42 |
-0.09 |
1,283 |
24,102 |
-71 |
| Total Volume and Open Interest |
91,693 |
708,253 |
+3,977 |
| Sugar #14(ICE) |
| Jul09 |
090520 |
21.90 |
21.92 |
21.70 |
21.85 |
-0.10 |
55 |
2,004 |
+45 |
| Sep09 |
090520 |
22.30 |
22.30 |
22.20 |
22.20 |
-0.09 |
216 |
2,491 |
+147 |
| Total Volume and Open Interest |
299 |
4,495 |
+192 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090520 |
1587 |
1601 |
1580 |
1597 |
+13 |
3,666 |
0 |
-30,153 |
| Dec09 |
090520 |
1590 |
1608 |
1587 |
1604 |
+12 |
2,521 |
0 |
-27,760 |
| Mar10 |
090520 |
1598 |
1615 |
1596 |
1611 |
+11 |
1,331 |
0 |
-17,337 |
| May10 |
090520 |
1600 |
1618 |
1599 |
1613 |
+11 |
329 |
0 |
-7,183 |
| Jul10 |
090520 |
1609 |
1618 |
1607 |
1617 |
+9 |
149 |
0 |
-2,034 |
| Sep10 |
090520 |
1622 |
1622 |
1622 |
1622 |
+10 |
147 |
0 |
-1,128 |
| Total Volume and Open Interest |
7,388 |
155,377 |
+23 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090520 |
438.10 |
441.00 |
433.60 |
435.80 |
-1.30 |
4,392 |
0 |
-43,117 |
| Oct09 |
090520 |
446.40 |
449.00 |
441.20 |
443.70 |
-1.40 |
2,217 |
0 |
-23,386 |
| Dec09 |
090520 |
450.40 |
451.00 |
443.70 |
446.20 |
-1.10 |
242 |
0 |
-8,169 |
| Mar10 |
090520 |
454.50 |
456.50 |
449.00 |
452.20 |
+0.10 |
484 |
0 |
-7,188 |
| May10 |
090520 |
447.00 |
449.00 |
446.40 |
446.40 |
+0.80 |
36 |
0 |
-590 |
| Total Volume and Open Interest |
4,632 |
84,484 |
+282 |
| Cotton(ICE) |
| Jul09 |
090520 |
56.05 |
57.60 |
55.85 |
57.15 |
+0.93 |
8,961 |
88,250 |
-131 |
| Oct09 |
090520 |
58.02 |
59.55 |
58.02 |
59.47 |
+0.95 |
110 |
2,232 |
+83 |
| Dec09 |
090520 |
59.25 |
60.54 |
59.12 |
60.36 |
+0.88 |
3,312 |
36,597 |
+654 |
| Mar10 |
090520 |
62.74 |
62.74 |
61.30 |
62.53 |
+0.86 |
247 |
7,707 |
+154 |
| May10 |
090520 |
63.23 |
63.23 |
63.23 |
63.23 |
+0.84 |
13 |
214 |
+3 |
| Jul10 |
090520 |
63.96 |
63.96 |
63.96 |
63.96 |
+0.84 |
51 |
872 |
+50 |
| Total Volume and Open Interest |
12,650 |
137,896 |
+813 |
| Lumber(CME) |
| Jul09 |
090520 |
178.0 |
178.7 |
176.7 |
178.1 |
+0.3 |
390 |
0 |
-5,106 |
| Sep09 |
090520 |
190.7 |
191.9 |
190.0 |
191.4 |
+1.1 |
81 |
0 |
-1,845 |
| Nov09 |
090520 |
187.0 |
187.3 |
186.9 |
187.0 |
-0.4 |
21 |
0 |
-246 |
| Jan10 |
090520 |
203.5 |
205.2 |
203.5 |
204.3 |
-1.3 |
7 |
0 |
-168 |
| Total Volume and Open Interest |
187 |
7,395 |
+20 |
| Crude Oil(NYM) |
| Jun09 |
090519 |
59.25 |
59.90 |
59.25 |
59.65 |
+0.62 |
216,089 |
58,524 |
-34,135 |
| Jul09 |
090520 |
60.18 |
62.26 |
59.86 |
62.04 |
+1.94 |
222,291 |
352,525 |
+9,933 |
| Aug09 |
090520 |
60.87 |
62.83 |
60.55 |
62.62 |
+1.81 |
38,377 |
92,559 |
+2,300 |
| Sep09 |
090520 |
61.44 |
63.38 |
61.35 |
63.21 |
+1.62 |
17,186 |
62,515 |
-636 |
| Oct09 |
090520 |
62.60 |
63.88 |
62.42 |
63.75 |
+1.45 |
5,777 |
40,909 |
+587 |
| Nov09 |
090520 |
63.06 |
64.34 |
63.06 |
64.29 |
+1.30 |
2,588 |
21,414 |
-34 |
| Dec09 |
090520 |
63.47 |
65.01 |
63.36 |
64.80 |
+1.19 |
15,011 |
121,580 |
+1,217 |
| Jan10 |
090520 |
64.77 |
65.28 |
64.77 |
65.26 |
+1.09 |
756 |
23,894 |
-5 |
| Feb10 |
090520 |
65.45 |
65.77 |
65.30 |
65.70 |
+0.99 |
504 |
14,398 |
-65 |
| Mar10 |
090520 |
65.29 |
66.13 |
65.29 |
66.13 |
+0.90 |
302 |
14,532 |
+175 |
| Apr10 |
090520 |
66.18 |
66.56 |
66.18 |
66.56 |
+0.81 |
73 |
6,263 |
+7 |
| May10 |
090520 |
66.77 |
66.99 |
66.77 |
66.99 |
+0.73 |
75 |
5,346 |
+2 |
| Jun10 |
090520 |
67.00 |
67.40 |
66.93 |
67.40 |
+0.65 |
1,149 |
31,841 |
-148 |
| Jul10 |
090520 |
67.73 |
67.73 |
67.73 |
67.73 |
+0.59 |
38 |
7,241 |
+2 |
| Aug10 |
090520 |
68.06 |
68.06 |
68.06 |
68.06 |
+0.55 |
118 |
4,157 |
-35 |
| Sep10 |
090520 |
68.09 |
68.39 |
68.08 |
68.39 |
+0.51 |
13 |
8,064 |
-4 |
| Total Volume and Open Interest |
448,149 |
1,112,229 |
-24,004 |
| e-miNY Crude Oil(NYM) |
| May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
| Jun09 |
090515 |
58.475 |
58.925 |
56.075 |
56.350 |
-1.675 |
9,865 |
5,162 |
-184 |
| Jul09 |
090519 |
59.700 |
60.975 |
58.925 |
60.100 |
+0.500 |
2,504 |
1,926 |
+110 |
| Aug09 |
090520 |
60.800 |
62.800 |
60.650 |
62.625 |
+1.825 |
177 |
422 |
+105 |
| Sep09 |
090520 |
61.375 |
63.200 |
61.375 |
63.200 |
+1.600 |
12 |
94 |
+3 |
| Oct09 |
090520 |
62.500 |
63.825 |
62.500 |
63.750 |
+1.450 |
2 |
22 |
+0 |
| Nov09 |
090520 |
64.300 |
64.300 |
64.300 |
64.300 |
+1.300 |
3 |
24 |
+0 |
| Dec09 |
090520 |
63.775 |
64.800 |
63.775 |
64.800 |
+1.200 |
4 |
84 |
+0 |
| Jan10 |
090520 |
65.250 |
65.250 |
65.250 |
65.250 |
+1.075 |
|
|
|
| Feb10 |
090520 |
65.700 |
65.700 |
65.700 |
65.700 |
+1.000 |
|
|
|
| Total Volume and Open Interest |
7,944 |
3,607 |
-3,158 |
| Heating Oil(NYM) |
| Jun09 |
090520 |
149.00 |
154.53 |
148.40 |
154.11 |
+5.45 |
28,793 |
35,231 |
-2,948 |
| Jul09 |
090520 |
151.53 |
156.91 |
150.74 |
156.45 |
+5.28 |
18,156 |
46,002 |
+610 |
| Aug09 |
090520 |
155.19 |
159.90 |
155.10 |
159.57 |
+4.85 |
5,591 |
26,599 |
+1,593 |
| Sep09 |
090520 |
158.70 |
163.10 |
158.70 |
162.88 |
+4.54 |
2,710 |
19,582 |
+421 |
| Oct09 |
090520 |
165.13 |
166.50 |
164.30 |
166.28 |
+4.36 |
863 |
14,360 |
-6 |
| Nov09 |
090520 |
165.70 |
169.53 |
165.70 |
169.53 |
+4.26 |
734 |
12,898 |
+233 |
| Dec09 |
090520 |
170.30 |
172.97 |
170.30 |
172.73 |
+4.16 |
2,192 |
27,420 |
+200 |
| Jan10 |
090520 |
172.25 |
175.88 |
172.25 |
175.88 |
+4.06 |
313 |
11,014 |
+99 |
| Feb10 |
090520 |
175.80 |
178.13 |
175.80 |
178.13 |
+3.96 |
183 |
7,481 |
+56 |
| Mar10 |
090520 |
176.00 |
179.50 |
176.00 |
179.48 |
+3.86 |
235 |
5,589 |
-65 |
| Apr10 |
090520 |
176.50 |
179.88 |
176.50 |
179.88 |
+3.81 |
86 |
3,135 |
-20 |
| May10 |
090520 |
180.05 |
180.63 |
178.80 |
180.63 |
+3.71 |
102 |
3,621 |
+4 |
| Total Volume and Open Interest |
60,616 |
260,460 |
+313 |
| Gasoline(NYMEX) |
| Jun09 |
090520 |
182.50 |
187.24 |
180.50 |
180.95 |
-0.30 |
|
|
|
| Jul09 |
090520 |
178.71 |
183.15 |
177.19 |
177.88 |
+0.33 |
|
|
|
| Aug09 |
090520 |
176.05 |
179.66 |
175.10 |
175.48 |
+0.87 |
|
|
|
| Sep09 |
090520 |
174.30 |
176.48 |
173.65 |
173.85 |
+1.28 |
|
|
|
| Oct09 |
090520 |
161.00 |
164.26 |
161.00 |
162.24 |
+1.90 |
|
|
|
| Nov09 |
090520 |
161.65 |
161.65 |
160.71 |
160.71 |
+2.01 |
|
|
|
| Dec09 |
090520 |
161.38 |
162.31 |
160.05 |
161.26 |
+2.23 |
|
|
|
| Jan10 |
090520 |
163.00 |
163.46 |
162.50 |
163.46 |
+2.38 |
|
|
|
| Feb10 |
090520 |
165.91 |
165.91 |
165.91 |
165.91 |
+2.38 |
|
|
|
| Mar10 |
090520 |
168.71 |
168.71 |
168.71 |
168.71 |
+2.38 |
|
|
|
| Total Volume and Open Interest |
89,999 |
229,388 |
+2,382 |
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090520 |
1.81 |
1.81 |
1.81 |
1.81 |
unch |
|
|
|
| Jul09 |
090520 |
177.88 |
177.88 |
177.88 |
177.88 |
+176.10 |
0 |
1 |
+0 |
| Aug09 |
090520 |
175.48 |
175.48 |
175.48 |
175.48 |
+173.73 |
|
|
|
| Sep09 |
090520 |
173.85 |
173.85 |
173.85 |
173.85 |
+172.12 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jun09 |
090520 |
3.939 |
4.008 |
3.815 |
3.970 |
+0.056 |
83,366 |
70,751 |
-3,242 |
| Jul09 |
090520 |
4.063 |
4.138 |
3.937 |
4.098 |
+0.068 |
34,073 |
112,516 |
+6,398 |
| Aug09 |
090520 |
4.182 |
4.254 |
4.069 |
4.222 |
+0.066 |
7,169 |
44,989 |
-222 |
| Sep09 |
090520 |
4.242 |
4.339 |
4.160 |
4.318 |
+0.069 |
4,117 |
44,475 |
+559 |
| Oct09 |
090520 |
4.406 |
4.489 |
4.307 |
4.463 |
+0.069 |
8,200 |
56,586 |
+343 |
| Nov09 |
090520 |
4.990 |
5.130 |
4.967 |
5.105 |
+0.063 |
2,296 |
26,789 |
+714 |
| Dec09 |
090520 |
5.739 |
5.817 |
5.665 |
5.795 |
+0.056 |
2,725 |
34,239 |
+355 |
| Jan10 |
090520 |
5.990 |
6.131 |
5.974 |
6.112 |
+0.058 |
3,436 |
32,085 |
-178 |
| Feb10 |
090520 |
6.020 |
6.165 |
6.020 |
6.152 |
+0.061 |
386 |
13,735 |
-41 |
| Mar10 |
090520 |
5.975 |
6.115 |
5.970 |
6.102 |
+0.066 |
730 |
33,470 |
+11 |
| Apr10 |
090520 |
5.805 |
5.935 |
5.805 |
5.927 |
+0.061 |
707 |
32,455 |
-88 |
| May10 |
090520 |
5.864 |
5.984 |
5.864 |
5.972 |
+0.061 |
414 |
13,005 |
-311 |
| Jun10 |
090520 |
5.971 |
6.080 |
5.971 |
6.075 |
+0.064 |
138 |
8,064 |
+2 |
| Jul10 |
090520 |
6.093 |
6.209 |
6.093 |
6.197 |
+0.064 |
56 |
7,234 |
+1 |
| Aug10 |
090520 |
6.190 |
6.287 |
6.190 |
6.287 |
+0.064 |
47 |
7,427 |
+15 |
| Sep10 |
090520 |
6.237 |
6.332 |
6.237 |
6.332 |
+0.064 |
18 |
6,072 |
+11 |
| Total Volume and Open Interest |
149,295 |
684,263 |
+3,307 |
| Brent Crude Oil(ICE) |
| Jul09 |
090520 |
58.90 |
60.80 |
58.76 |
60.59 |
+1.67 |
121,953 |
0 |
-166,373 |
| Aug09 |
090520 |
59.70 |
61.53 |
59.68 |
61.29 |
+1.56 |
65,674 |
0 |
-98,473 |
| Sep09 |
090520 |
60.68 |
62.16 |
60.39 |
61.92 |
+1.44 |
34,469 |
0 |
-66,923 |
| Oct09 |
090520 |
61.27 |
62.64 |
61.18 |
62.54 |
+1.31 |
14,347 |
0 |
-29,962 |
| Nov09 |
090520 |
62.03 |
63.26 |
61.88 |
63.19 |
+1.21 |
7,577 |
0 |
-17,011 |
| Dec09 |
090520 |
62.82 |
63.97 |
62.50 |
63.83 |
+1.10 |
15,663 |
0 |
-87,203 |
| Jan10 |
090520 |
63.64 |
64.45 |
63.24 |
64.41 |
+1.00 |
3,500 |
0 |
-19,001 |
| Feb10 |
090520 |
65.03 |
65.03 |
64.98 |
64.98 |
+0.90 |
1,953 |
0 |
-9,485 |
| Mar10 |
090520 |
65.25 |
65.55 |
65.25 |
65.55 |
+0.81 |
407 |
0 |
-7,412 |
| Apr10 |
090520 |
66.09 |
66.09 |
66.09 |
66.09 |
+0.75 |
|
|
|
| May10 |
090520 |
66.59 |
66.59 |
66.59 |
66.59 |
+0.70 |
|
|
|
| Jun10 |
090520 |
66.60 |
67.10 |
66.44 |
67.03 |
+0.65 |
405 |
0 |
-17,550 |
| Jul10 |
090520 |
67.42 |
67.42 |
67.42 |
67.42 |
+0.63 |
|
|
|
| Aug10 |
090520 |
67.76 |
67.76 |
67.76 |
67.76 |
+0.59 |
|
|
|
| Total Volume and Open Interest |
224,804 |
672,647 |
+4,528 |
| Gas Oil(ICE) |
| Jun09 |
090520 |
477.50 |
489.00 |
474.50 |
481.50 |
+11.75 |
|
|
|
| Jul09 |
090520 |
488.25 |
499.50 |
484.75 |
492.00 |
+11.50 |
|
|
|
| Aug09 |
090520 |
497.50 |
510.00 |
496.00 |
503.00 |
+11.25 |
|
|
|
| Sep09 |
090520 |
508.50 |
520.25 |
507.00 |
513.75 |
+14.25 |
|
|
|
| Oct09 |
090520 |
520.00 |
528.75 |
517.00 |
523.75 |
+14.25 |
|
|
|
| Nov09 |
090520 |
528.00 |
538.75 |
525.75 |
532.50 |
+13.75 |
|
|
|
| Dec09 |
090520 |
536.50 |
547.00 |
533.50 |
540.50 |
+13.75 |
|
|
|
| Jan10 |
090520 |
545.50 |
556.00 |
543.00 |
549.75 |
+13.75 |
|
|
|
| Feb10 |
090520 |
561.00 |
563.50 |
558.25 |
558.25 |
+13.75 |
|
|
|
| Mar10 |
090520 |
568.50 |
570.75 |
565.75 |
565.75 |
+13.50 |
|
|
|
| Total Volume and Open Interest |
122,279 |
487,159 |
-467 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090520 |
1.710 |
1.725 |
1.710 |
1.719 |
+0.008 |
|
|
|
| Jul09 |
090520 |
1.720 |
1.720 |
1.710 |
1.715 |
unch |
|
|
|
| Aug09 |
090520 |
1.730 |
1.730 |
1.730 |
1.730 |
+0.010 |
|
|
|
| Sep09 |
090520 |
1.730 |
1.730 |
1.730 |
1.730 |
+0.010 |
|
|
|
| Oct09 |
090520 |
1.723 |
1.725 |
1.723 |
1.724 |
+0.009 |
|
|
|
| Nov09 |
090520 |
1.725 |
1.725 |
1.725 |
1.725 |
+0.010 |
|
|
|
| Dec09 |
090520 |
1.735 |
1.735 |
1.735 |
1.735 |
+0.013 |
|
|
|
| Total Volume and Open Interest |
93 |
4,547 |
+10 |
| US Dollar Index(ICE) |
| Jun09 |
090520 |
82.160 |
82.340 |
80.980 |
81.080 |
-0.975 |
4,195 |
28,155 |
+957 |
| Sep09 |
090520 |
82.600 |
82.650 |
81.365 |
81.445 |
-0.980 |
72 |
2,282 |
+18 |
| Dec09 |
090520 |
82.950 |
82.950 |
81.720 |
81.795 |
-0.955 |
4 |
15 |
+0 |
| Total Volume and Open Interest |
4,131 |
30,452 |
+975 |
| Australian Dollar(CME) |
| Jun09 |
090520 |
77.23 |
77.94 |
76.72 |
77.85 |
+0.20 |
513 |
0 |
-79,414 |
| Sep09 |
090520 |
76.99 |
77.45 |
76.26 |
77.34 |
+0.18 |
48 |
0 |
-1,007 |
| Dec09 |
090520 |
76.50 |
77.08 |
76.50 |
76.85 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
41,523 |
82,712 |
+2,059 |
| British Pound(CME) |
| Jun09 |
090520 |
154.70 |
157.92 |
154.47 |
157.76 |
+2.65 |
2,080 |
0 |
-89,764 |
| Sep09 |
090520 |
154.50 |
157.82 |
154.46 |
157.68 |
+2.64 |
1,168 |
0 |
-1,288 |
| Dec09 |
090520 |
155.03 |
157.62 |
154.49 |
157.62 |
+2.59 |
|
|
|
| Total Volume and Open Interest |
67,344 |
90,432 |
-696 |
| Canadian Dollar(CME) |
| Jun09 |
090520 |
86.49 |
88.02 |
86.32 |
87.98 |
+1.23 |
105 |
0 |
-78,512 |
| Sep09 |
090520 |
86.65 |
88.04 |
86.41 |
88.03 |
+1.23 |
2 |
0 |
-3,204 |
| Dec09 |
090520 |
87.80 |
88.08 |
86.68 |
88.07 |
+1.21 |
|
|
|
| Mar10 |
090520 |
87.50 |
88.12 |
86.88 |
88.11 |
+1.22 |
|
|
|
| Total Volume and Open Interest |
42,541 |
87,531 |
+3,806 |
| Japanese Yen(CME) |
| Jun09 |
090520 |
104.24 |
105.63 |
103.95 |
105.36 |
+1.32 |
241 |
0 |
-89,232 |
| Sep09 |
090520 |
104.17 |
105.69 |
104.06 |
105.44 |
+1.31 |
36 |
0 |
-1,320 |
| Dec09 |
090520 |
105.55 |
105.55 |
104.26 |
105.55 |
+1.29 |
|
|
|
| Total Volume and Open Interest |
74,318 |
88,314 |
-2,366 |
| Swiss Franc(CME) |
| Jun09 |
090520 |
90.18 |
91.19 |
89.88 |
90.96 |
+0.66 |
348 |
0 |
-34,758 |
| Sep09 |
090520 |
90.34 |
91.26 |
89.99 |
91.05 |
+0.66 |
19 |
0 |
-243 |
| Dec09 |
090520 |
91.17 |
91.17 |
90.36 |
91.17 |
+0.66 |
|
|
|
| Total Volume and Open Interest |
32,077 |
35,277 |
+266 |
| EuroFX(CME) |
| Jun09 |
090520 |
136.25 |
138.26 |
135.79 |
138.00 |
+1.52 |
684 |
0 |
-116,912 |
| Sep09 |
090520 |
136.18 |
138.12 |
135.71 |
137.87 |
+1.50 |
14 |
0 |
-2,136 |
| Dec09 |
090520 |
136.14 |
137.77 |
135.93 |
137.77 |
+1.47 |
|
|
|
| Total Volume and Open Interest |
152,396 |
118,953 |
-175 |
| Mexican Peso(CME) |
| Jun09 |
090520 |
770.0 |
777.2 |
764.5 |
769.2 |
-0.8 |
1,355 |
0 |
-41,328 |
| Jul09 |
090520 |
767.8 |
768.5 |
767.8 |
767.8 |
-0.8 |
|
|
|
| Total Volume and Open Interest |
8,617 |
45,956 |
-224 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090520 |
121~165 |
122~245 |
121~090 |
122~145 |
+0~245 |
215,463 |
688,226 |
-8,641 |
| Sep09 |
090520 |
120~060 |
121~130 |
119~315 |
121~035 |
+0~245 |
19,887 |
31,629 |
+11,696 |
| Dec09 |
090520 |
119~315 |
119~315 |
119~070 |
119~315 |
+0~245 |
3 |
235 |
+1 |
| Total Volume and Open Interest |
235,355 |
720,134 |
+3,055 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090520 |
120~190 |
121~065 |
120~120 |
120~305 |
+0~095 |
556,584 |
1,112,280 |
+13,956 |
| Sep09 |
090520 |
119~050 |
119~215 |
118~275 |
119~140 |
+0~100 |
11,569 |
46,975 |
+5,648 |
| Dec09 |
090520 |
118~215 |
118~215 |
118~120 |
118~215 |
+0~095 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
568,153 |
1,159,260 |
+19,604 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090520 |
117~006 |
117~068 |
116~121 |
117~052 |
+0~044 |
6,201 |
824,228 |
+18,160 |
| Sep09 |
090520 |
116~032 |
116~103 |
116~032 |
116~088 |
+0~048 |
6,134 |
29,518 |
+9,170 |
| Dec09 |
090520 |
54~040 |
54~040 |
53~120 |
54~040 |
+0~048 |
|
|
|
| Total Volume and Open Interest |
318,404 |
853,746 |
+27,330 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090520 |
108~104 |
109~002 |
108~108 |
108~124 |
+0~014 |
1,352 |
518,338 |
+11,722 |
| Sep09 |
090520 |
108~050 |
108~064 |
108~046 |
108~060 |
+0~015 |
1,258 |
34,296 |
+7 |
| Dec09 |
090520 |
107~122 |
107~122 |
107~109 |
107~122 |
+0~014 |
|
|
|
| Total Volume and Open Interest |
137,486 |
552,634 |
+11,729 |
| Eurodollars(CME) |
| Jun09 |
090520 |
99.335 |
99.400 |
99.325 |
99.395 |
+0.065 |
2,621 |
0 |
-885,626 |
| Sep09 |
090520 |
99.310 |
99.380 |
99.295 |
99.360 |
+0.065 |
3,733 |
0 |
-988,024 |
| Dec09 |
090520 |
99.120 |
99.190 |
99.105 |
99.170 |
+0.070 |
2,492 |
0 |
-796,693 |
| Mar10 |
090520 |
98.970 |
99.050 |
98.960 |
99.030 |
+0.075 |
3,593 |
0 |
-701,391 |
| Jun10 |
090520 |
98.710 |
98.795 |
98.695 |
98.770 |
+0.075 |
3,284 |
0 |
-549,742 |
| Sep10 |
090520 |
98.440 |
98.515 |
98.410 |
98.485 |
+0.070 |
3,402 |
0 |
-456,005 |
| Dec10 |
090520 |
98.095 |
98.180 |
98.070 |
98.145 |
+0.065 |
2,975 |
0 |
-486,298 |
| Mar11 |
090520 |
97.815 |
97.885 |
97.785 |
97.850 |
+0.060 |
2,704 |
0 |
-311,114 |
| Jun11 |
090520 |
97.490 |
97.570 |
97.465 |
97.530 |
+0.055 |
870 |
0 |
-266,328 |
| Sep11 |
090520 |
97.220 |
97.295 |
97.190 |
97.255 |
+0.055 |
2,179 |
0 |
-173,766 |
| Dec11 |
090520 |
96.940 |
97.035 |
96.930 |
96.995 |
+0.055 |
3,574 |
0 |
-124,243 |
| Mar12 |
090520 |
96.775 |
96.860 |
96.760 |
96.830 |
+0.055 |
1,979 |
0 |
-97,983 |
| Jun12 |
090520 |
96.610 |
96.695 |
96.600 |
96.665 |
+0.050 |
44 |
0 |
-90,879 |
| Sep12 |
090520 |
96.475 |
96.555 |
96.460 |
96.530 |
+0.050 |
218 |
0 |
-61,001 |
| Dec12 |
090520 |
96.305 |
96.405 |
96.305 |
96.385 |
+0.050 |
2,485 |
0 |
-52,019 |
| Mar13 |
090520 |
96.255 |
96.325 |
96.245 |
96.310 |
+0.050 |
126 |
0 |
-57,118 |
| Jun13 |
090520 |
96.145 |
96.215 |
96.140 |
96.205 |
+0.045 |
115 |
0 |
-23,130 |
| Sep13 |
090520 |
96.065 |
96.125 |
96.050 |
96.115 |
+0.045 |
115 |
0 |
-39,266 |
| Total Volume and Open Interest |
1,383,068 |
6,413,833 |
+78,123 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090520 |
99.817 |
99.820 |
99.815 |
99.817 |
+0.002 |
0 |
66,875 |
+178 |
| Jun09 |
090520 |
99.805 |
99.815 |
99.805 |
99.805 |
unch |
0 |
50,365 |
+931 |
| Jul09 |
090520 |
99.795 |
99.800 |
99.785 |
99.790 |
unch |
0 |
39,870 |
-206 |
| Aug09 |
090520 |
99.780 |
99.785 |
99.770 |
99.780 |
+0.005 |
0 |
38,869 |
+1,423 |
| Sep09 |
090520 |
99.765 |
99.775 |
99.760 |
99.765 |
+0.005 |
1 |
32,260 |
+973 |
| Oct09 |
090520 |
99.745 |
99.760 |
99.740 |
99.750 |
+0.010 |
6 |
31,388 |
+555 |
| Total Volume and Open Interest |
31,383 |
417,816 |
+5,135 |
| 30 Day Fed Funds(e-CBOT) |
| May09 |
090519 |
99.815 |
99.820 |
99.815 |
99.817 |
unch |
3,637 |
67,687 |
+1,838 |
| Jun09 |
090519 |
99.805 |
99.810 |
99.800 |
99.805 |
-0.005 |
4,060 |
48,665 |
-408 |
| Jul09 |
090519 |
99.790 |
99.795 |
99.790 |
99.790 |
-0.010 |
5,385 |
41,577 |
+291 |
| Aug09 |
090519 |
99.770 |
99.780 |
99.770 |
99.780 |
+0.005 |
5,737 |
37,356 |
+148 |
| Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
| Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090520 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Sep09 |
090520 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.01 |
|
|
|
| Dec09 |
090520 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.01 |
|
|
|
| Mar10 |
090520 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
|
|
|
| Jun10 |
090520 |
99.46 |
99.47 |
99.46 |
99.47 |
unch |
|
|
|
| Sep10 |
090520 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
| Dec10 |
090520 |
99.34 |
99.35 |
99.34 |
99.35 |
+0.01 |
|
|
|
| Mar11 |
090520 |
99.25 |
99.26 |
99.25 |
99.26 |
unch |
|
|
|
| Jun11 |
090520 |
99.19 |
99.21 |
99.19 |
99.21 |
+0.01 |
|
|
|
| Sep11 |
090520 |
99.19 |
99.21 |
99.19 |
99.21 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090520 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.00 |
211 |
0 |
-13,031 |
| Sep09 |
090520 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
50 |
0 |
-4,863 |
| Dec09 |
090520 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
100 |
0 |
-2,731 |
| Mar10 |
090520 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
|
|
|
| Jun10 |
090520 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
|
|
|
| Sep10 |
090520 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
|
|
|
| Dec10 |
090520 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.01 |
|
|
|
| Mar11 |
090520 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
750 |
26,523 |
+39 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090512 |
136.80 |
136.86 |
136.61 |
136.63 |
-0.05 |
2,672 |
12,429 |
-301 |
| Sep09 |
090520 |
136.74 |
136.74 |
136.74 |
136.74 |
-0.02 |
|
|
|
| Dec09 |
090520 |
136.74 |
136.74 |
136.74 |
136.74 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
2,563 |
14,545 |
+62 |
| Euro-Bund(EUREX) |
| Jun09 |
090520 |
120.51 |
120.84 |
120.26 |
120.53 |
+0.02 |
449,577 |
0 |
-854,933 |
| Sep09 |
090520 |
119.84 |
120.20 |
119.69 |
119.90 |
+0.01 |
1,523 |
0 |
-38,802 |
| Dec09 |
090520 |
118.78 |
118.78 |
118.78 |
118.78 |
+0.02 |
69 |
0 |
-13 |
| Total Volume and Open Interest |
451,169 |
876,467 |
-17,281 |
| Euro-Bobl(EUREX) |
| Jun09 |
090514 |
115.79 |
116.09 |
115.69 |
115.94 |
unch |
204,196 |
725,979 |
+9,000 |
| Sep09 |
090520 |
115.09 |
115.13 |
114.92 |
115.05 |
-0.06 |
109 |
0 |
-46,466 |
| Dec09 |
090520 |
114.93 |
114.93 |
114.93 |
114.93 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
330,838 |
790,224 |
-4,693 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090520 |
98.900 |
98.900 |
98.860 |
98.870 |
-0.035 |
28 |
0 |
-7,978 |
| Dec09 |
090520 |
98.750 |
98.750 |
98.750 |
98.750 |
-0.030 |
51 |
0 |
-4,662 |
| Total Volume and Open Interest |
2,625 |
34,597 |
+1,387 |
| Long Gilt(LIFFE) |
| Jun09 |
090519 |
120~14 |
121~01 |
120~10 |
120~26 |
+0~15 |
53,469 |
0 |
+0 |
| Sep09 |
090520 |
119~15 |
119~17 |
118~28 |
118~29 |
-0~26 |
3,170 |
0 |
-7,273 |
| Total Volume and Open Interest |
67,932 |
306,162 |
-283 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090520 |
98.86 |
98.89 |
98.85 |
98.88 |
+0.02 |
|
|
|
| Sep09 |
090520 |
98.95 |
98.99 |
98.93 |
98.96 |
+0.02 |
|
|
|
| Dec09 |
090520 |
98.78 |
98.84 |
98.76 |
98.80 |
+0.03 |
|
|
|
| Mar10 |
090520 |
98.63 |
98.69 |
98.61 |
98.64 |
+0.02 |
|
|
|
| Jun10 |
090520 |
98.33 |
98.38 |
98.29 |
98.32 |
+0.01 |
|
|
|
| Sep10 |
090520 |
97.93 |
98.01 |
97.93 |
97.95 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
460,733 |
2,205,075 |
-248 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090518 |
98.865 |
98.900 |
98.860 |
98.895 |
+0.030 |
107,164 |
574,626 |
-9,763 |
| Sep09 |
090520 |
98.910 |
98.920 |
98.845 |
98.870 |
-0.035 |
|
|
|
| Dec09 |
090520 |
98.785 |
98.805 |
98.725 |
98.750 |
-0.030 |
|
|
|
| Total Volume and Open Interest |
796,222 |
3,542,034 |
+85,412 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090520 |
96.83 |
96.85 |
96.82 |
96.83 |
-0.02 |
8,073 |
0 |
-254,857 |
| Sep09 |
090520 |
96.97 |
96.99 |
96.92 |
96.94 |
-0.04 |
20,737 |
0 |
-252,818 |
| Dec09 |
090520 |
96.94 |
96.94 |
96.86 |
96.87 |
-0.08 |
16,558 |
0 |
-139,174 |
| Mar10 |
090520 |
96.70 |
96.70 |
96.61 |
96.61 |
-0.11 |
7,983 |
0 |
-89,623 |
| Jun10 |
090520 |
96.33 |
96.34 |
96.24 |
96.24 |
-0.12 |
4,674 |
0 |
-68,884 |
| Sep10 |
090520 |
95.91 |
95.92 |
95.85 |
95.85 |
-0.12 |
1,628 |
0 |
-36,975 |
| Dec10 |
090520 |
95.54 |
95.55 |
95.46 |
95.47 |
-0.12 |
490 |
0 |
-25,301 |
| Mar11 |
090520 |
95.17 |
95.17 |
95.11 |
95.12 |
-0.10 |
91 |
0 |
-14,167 |
| Jun11 |
090520 |
94.83 |
94.83 |
94.79 |
94.79 |
-0.10 |
231 |
0 |
-2,882 |
| Sep11 |
090520 |
94.52 |
94.52 |
94.50 |
94.50 |
-0.11 |
5 |
0 |
-680 |
| Total Volume and Open Interest |
73,559 |
884,342 |
-1,757 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090520 |
94.95 |
95.00 |
94.94 |
94.94 |
-0.08 |
19,452 |
0 |
-322,577 |
| Sep09 |
090520 |
94.94 |
94.94 |
94.90 |
94.90 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
24,143 |
317,246 |
-1,933 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090520 |
96.07 |
96.07 |
95.97 |
95.98 |
-0.11 |
63,281 |
0 |
-530,871 |
| Sep09 |
090520 |
95.78 |
95.78 |
95.78 |
95.78 |
-0.31 |
|
|
|
| Total Volume and Open Interest |
78,539 |
544,876 |
+14,005 |
| Gold(CMX) |
| Jun09 |
090520 |
925.6 |
941.0 |
925.3 |
937.4 |
+10.7 |
97,047 |
169,438 |
-11,322 |
| Aug09 |
090520 |
927.8 |
942.5 |
927.4 |
939.2 |
+10.7 |
19,594 |
83,565 |
+7,856 |
| Oct09 |
090520 |
929.4 |
943.4 |
928.9 |
940.3 |
+10.6 |
1,638 |
8,183 |
+855 |
| Dec09 |
090520 |
930.0 |
944.5 |
930.0 |
941.5 |
+10.5 |
2,342 |
35,977 |
+745 |
| Feb10 |
090520 |
937.5 |
942.6 |
937.5 |
942.6 |
+10.4 |
116 |
5,375 |
+97 |
| Apr10 |
090520 |
937.4 |
947.0 |
934.9 |
943.7 |
+10.4 |
230 |
13,988 |
+17 |
| Jun10 |
090520 |
945.0 |
945.0 |
945.0 |
945.0 |
+10.3 |
185 |
11,103 |
+2 |
| Aug10 |
090520 |
946.4 |
946.4 |
946.4 |
946.4 |
+10.3 |
1 |
477 |
+1 |
| Oct10 |
090520 |
948.0 |
948.0 |
948.0 |
948.0 |
+10.3 |
500 |
502 |
+0 |
| Dec10 |
090520 |
944.3 |
949.8 |
944.3 |
949.8 |
+10.3 |
428 |
9,891 |
+187 |
| Feb11 |
090520 |
952.0 |
952.0 |
952.0 |
952.0 |
+10.2 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
122,086 |
365,631 |
-1,601 |
| Silver(CMX) |
| May09 |
090520 |
1434.5 |
1436.0 |
1425.0 |
1427.0 |
+16.0 |
112 |
239 |
-6 |
| Jul09 |
090520 |
1420.0 |
1439.0 |
1410.0 |
1428.0 |
+15.5 |
15,272 |
56,092 |
-23 |
| Sep09 |
090520 |
1420.0 |
1440.0 |
1420.0 |
1429.9 |
+15.4 |
453 |
7,487 |
-66 |
| Dec09 |
090520 |
1421.0 |
1442.5 |
1420.0 |
1432.1 |
+15.4 |
895 |
13,399 |
+247 |
| Mar10 |
090520 |
1442.5 |
1442.5 |
1433.8 |
1433.8 |
+15.4 |
40 |
5,494 |
+0 |
| May10 |
090520 |
1434.7 |
1434.7 |
1434.7 |
1434.7 |
+15.4 |
2 |
2,472 |
+0 |
| Jul10 |
090520 |
1446.0 |
1446.0 |
1435.9 |
1435.9 |
+15.4 |
1 |
2,410 |
+1 |
| Total Volume and Open Interest |
16,891 |
94,673 |
+177 |
| Platinum(NYMEX) |
| Jul09 |
090520 |
1146.6 |
1162.4 |
1138.0 |
1145.4 |
+0.3 |
1,621 |
19,969 |
+322 |
| Oct09 |
090520 |
1149.9 |
1165.1 |
1145.2 |
1150.0 |
+0.3 |
74 |
976 |
+28 |
| Jan10 |
090520 |
1152.1 |
1152.1 |
1152.1 |
1152.1 |
+0.3 |
1 |
3 |
+0 |
| Total Volume and Open Interest |
1,695 |
20,948 |
+350 |
| Palladium(NYMEX) |
| Jun09 |
090520 |
234.85 |
237.45 |
233.50 |
235.85 |
+1.75 |
|
|
|
| Sep09 |
090520 |
235.40 |
238.50 |
235.40 |
236.95 |
+1.55 |
843 |
6,830 |
+569 |
| Dec09 |
090520 |
237.10 |
239.90 |
236.75 |
238.20 |
+1.70 |
4 |
119 |
+1 |
| Total Volume and Open Interest |
1,889 |
15,842 |
+75 |
| Copper(CMX) |
| May09 |
090520 |
208.55 |
213.80 |
206.75 |
210.85 |
+3.90 |
708 |
2,075 |
-531 |
| Jul09 |
090520 |
207.50 |
214.00 |
206.20 |
210.65 |
+3.70 |
15,123 |
71,175 |
+261 |
| Sep09 |
090520 |
207.70 |
214.55 |
207.55 |
211.30 |
+3.60 |
2,992 |
17,859 |
+132 |
| Dec09 |
090520 |
209.35 |
215.25 |
209.35 |
211.90 |
+3.50 |
1,105 |
6,012 |
+401 |
| Mar10 |
090520 |
212.30 |
212.30 |
212.30 |
212.30 |
+3.55 |
25 |
916 |
+23 |
| Total Volume and Open Interest |
21,078 |
106,158 |
+283 |
| Aluminum(CMX) |
| May09 |
090520 |
0.68 |
0.68 |
0.68 |
0.68 |
-67.57 |
|
|
|
| Jun09 |
090520 |
0.69 |
0.69 |
0.69 |
0.69 |
-68.06 |
|
|
|
| Jul09 |
090520 |
0.69 |
0.69 |
0.69 |
0.69 |
-68.56 |
|
|
|
| Aug09 |
090520 |
0.70 |
0.70 |
0.70 |
0.70 |
-69.05 |
|
|
|
| Sep09 |
080724 |
143.85 |
143.85 |
143.85 |
143.85 |
unch |
|
|
|
| Oct09 |
080724 |
0.17 |
0.17 |
0.17 |
0.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Jun09 |
090520 |
8428 |
8572 |
8390 |
8395 |
-54 |
613 |
13,122 |
+163 |
| Sep09 |
090520 |
8455 |
8455 |
8333 |
8333 |
-55 |
46 |
853 |
+17 |
| Dec09 |
090520 |
8285 |
8339 |
8285 |
8285 |
-54 |
0 |
1 |
+0 |
| Mar10 |
090520 |
8245 |
8299 |
8245 |
8245 |
-54 |
|
|
|
| Total Volume and Open Interest |
1,186 |
13,976 |
+180 |
| S & P 500(CME) |
| Jun09 |
090520 |
905.50 |
923.20 |
899.50 |
899.90 |
-6.60 |
12,824 |
0 |
-439,553 |
| Sep09 |
090520 |
915.20 |
919.00 |
895.30 |
895.30 |
-6.70 |
578 |
0 |
-26,581 |
| Dec09 |
090520 |
891.10 |
914.80 |
891.10 |
891.10 |
-6.70 |
75 |
0 |
-4,356 |
| Mar10 |
090520 |
887.60 |
911.30 |
887.60 |
887.60 |
-6.70 |
|
|
|
| Total Volume and Open Interest |
21,599 |
474,711 |
+1,029 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090520 |
905.75 |
923.50 |
899.25 |
900.00 |
-6.50 |
1,981,787 |
0 |
-2,598,274 |
| Sep09 |
090520 |
900.00 |
918.50 |
894.75 |
895.25 |
-6.75 |
10,066 |
0 |
-78,162 |
| Total Volume and Open Interest |
1,935,877 |
2,711,204 |
+34,629 |
| NASDAQ 100(CME) |
| Jun09 |
090520 |
1391.50 |
1423.00 |
1387.00 |
1392.50 |
-1.50 |
1,388 |
0 |
-24,197 |
| Sep09 |
090520 |
1415.00 |
1415.00 |
1390.50 |
1391.00 |
-1.50 |
|
|
|
| Dec09 |
090520 |
1394.00 |
1394.00 |
1393.50 |
1394.00 |
-1.50 |
1 |
0 |
-2 |
| Total Volume and Open Interest |
2,244 |
23,900 |
-328 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090520 |
1393.00 |
1423.00 |
1386.50 |
1392.50 |
-1.50 |
|
|
|
| Sep09 |
090520 |
1386.80 |
1421.00 |
1386.00 |
1391.00 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
272,012 |
289,381 |
+10,137 |
| S & P Midcap 400(CME) |
| Jun09 |
090520 |
572.00 |
581.00 |
561.00 |
562.30 |
-5.20 |
12 |
0 |
-4,498 |
| Sep09 |
090520 |
559.40 |
559.40 |
559.30 |
559.40 |
-5.40 |
|
|
|
| Dec09 |
090520 |
557.40 |
557.40 |
557.30 |
557.40 |
-5.40 |
|
|
|
| Total Volume and Open Interest |
6 |
4,454 |
-44 |
| Russell 2000(CME) |
| Jun09 |
090520 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,393 |
-84 |
| Sep09 |
090520 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,006 |
+0 |
| Dec09 |
090520 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,539 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090520 |
9340 |
9410 |
9310 |
9335 |
-10 |
81,627 |
0 |
-188,301 |
| Sep09 |
090520 |
9340 |
9340 |
9340 |
9340 |
-10 |
|
|
|
| Total Volume and Open Interest |
102,375 |
185,179 |
-1,421 |
| Nikkei 225(SGX) |
| Jun09 |
090520 |
9340 |
9410 |
9310 |
9335 |
-10 |
81,627 |
0 |
-188,301 |
| Sep09 |
090520 |
9340 |
9340 |
9340 |
9340 |
-10 |
|
|
|
| Dec09 |
090520 |
9300 |
9300 |
9300 |
9300 |
-10 |
|
|
|
| Total Volume and Open Interest |
102,375 |
185,179 |
-1,421 |
| CAC 40(EURONEXT) |
| Jun09 |
090520 |
3232.0 |
3293.5 |
3222.0 |
3277.0 |
+40.0 |
118,215 |
0 |
-395,966 |
| Jul09 |
090520 |
3220.5 |
3272.0 |
3220.5 |
3271.0 |
+40.5 |
120 |
0 |
-269 |
| Aug09 |
090520 |
3273.0 |
3273.0 |
3273.0 |
3273.0 |
+40.0 |
|
|
|
| Total Volume and Open Interest |
110,476 |
409,906 |
+10,239 |
| Hang Seng Index(HKFE) |
| May09 |
090520 |
17475 |
17553 |
17290 |
17361 |
-114 |
83,021 |
0 |
-92,893 |
| Jun09 |
090520 |
17475 |
17481 |
17220 |
17286 |
-107 |
2,164 |
0 |
-8,185 |
| Total Volume and Open Interest |
85,245 |
98,526 |
-4,497 |
| DAX(EUREX) |
| Jun09 |
090520 |
4953.5 |
5063.5 |
4939.0 |
5035.5 |
+86.5 |
163,985 |
167,320 |
+10,034 |
| Sep09 |
090520 |
4950.5 |
5061.5 |
4950.5 |
5040.0 |
+86.5 |
625 |
7,766 |
+103 |
| Dec09 |
090520 |
4958.5 |
5074.0 |
4958.5 |
5048.5 |
+87.0 |
175 |
2,408 |
-18 |
| Total Volume and Open Interest |
164,785 |
177,494 |
+10,119 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090520 |
4450.00 |
4500.00 |
4390.00 |
4448.50 |
+8.00 |
102,408 |
0 |
-723,203 |
| Sep09 |
090520 |
4415.00 |
4450.00 |
4361.50 |
4413.00 |
+8.00 |
132 |
0 |
-2,062 |
| Dec09 |
090520 |
4401.00 |
4415.00 |
4368.50 |
4385.00 |
+7.50 |
2 |
0 |
-3,237 |
| Total Volume and Open Interest |
99,971 |
741,041 |
+12,539 |
| SPI 200(SFE) |
| Jun09 |
090520 |
3844.0 |
3879.0 |
3792.0 |
3834.0 |
-10.0 |
21,445 |
0 |
-294,612 |
| Sep09 |
090520 |
3833.0 |
3833.0 |
3767.0 |
3800.0 |
-8.0 |
60 |
0 |
-2,825 |
| Dec09 |
090520 |
3818.0 |
3818.0 |
3801.0 |
3801.0 |
-10.0 |
|
|
|
| Total Volume and Open Interest |
24,120 |
300,800 |
-1,381 |
| GSCI(CME) |
| Jun09 |
090520 |
420.00 |
423.00 |
418.00 |
422.50 |
+8.00 |
|
|
|
| Jul09 |
090520 |
423.00 |
426.00 |
417.40 |
426.00 |
+8.50 |
450 |
0 |
-2 |
| Aug09 |
090520 |
426.00 |
430.00 |
421.40 |
429.50 |
+8.00 |
|
|
|
| Total Volume and Open Interest |
421 |
15,679 |
-101 |
| Reuters CCI(ICE) |
| Jun09 |
090520 |
244.80 |
244.80 |
244.80 |
244.80 |
-156.70 |
3 |
1,011 |
+961 |
| Aug09 |
090519 |
411.50 |
411.50 |
411.50 |
411.50 |
+6.00 |
0 |
417 |
+1 |
| Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
0 |
151 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|